Volatility Analysis
224.80 1.51(0.68%)12/20/2024
Amazon.com, Inc. (AMZN)
For the given dates, AMZN current volatility is at 28.96%.
The 1-Month historical standard deviation is at 10.01.
Amazon.com, Inc. (AMZN)
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Historical Standard Deviation
Period | Value |
1 Week | 2.59 |
20 Days | 12.62 |
1 Month | 10.01 |
3 Months | 11.30 |
100 Days | 12.15 |
6 Months | 12.46 |
9 Months | 10.85 |
Year-to-date | 13.88 |
1 Year | 15.19 |
3 Years | 33.08 |
5 Years | 31.14 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 17.33 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -13.54 | -61.18 | 132.51 | 16.37 | |
Summary | |||||||||||||||
Avg Returns (%) | nan | 17.33 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -13.54 | -61.18 | nan | nan |
Max Pos Return (%) | 0.00 | 17.33 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -13.54 | 0.00 | 132.51 | 15.01 |
Max Neg Return (%) | 0.00 | 17.33 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -13.54 | 0.00 | 132.51 | 15.01 |
Pos Occurences (%) | nan | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | nan | nan |
Neg Occurences (%) | nan | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | nan | nan |